HDMI

Directly from the board.

DVI

With an inexpensive passive HDMI to DVI-D cable or converter.

Composite video

Composite video (NTSC and PAL) via an RCA plug, directly from the board.

RGB analog/VGA

The Broadcom BCM2835 only provides HDMI output and composite output. RGB and other signals needed by RGB, S-VIDEO or VGA connectors are however not provided, and the R-PI also isn't designed to power an unpowered converter box.

A couple of options for VGA or component RGB outputs, bridging from either HDMI or, (much less obvious) the MIPI DSI interface:

Note that any conversion hardware that converts HDMI/DVI-D signals to VGA (or DVI-A) signals may come with either an external PSU, or expects power can be drawn from the HDMI port. In the latter case there may be a problem, as the HDMI specs only provide in a maximum of 50mA (@ 5 Volt) from the HDMI port, but some of these adapters try to draw up-to 500mA, in case of the R-PI there is a limit of 200mA that can be drawn safely, as 200mA is the limit for the BAT54 diode (D1) on the board. Any HDMI to VGA adapter without external PSU might work for a time, but then burn out D1.
The solution is to either only use externally powered converters, or to replace D1 with a sturdier version. Also notice that the R-PI's power supply also must be able to deliver the extra current.

Firstly, the following *might* work. Beagleboard people have reported various levels of success (mainly "issues"):

The SOC (system on a chip) does not support any kind of analog component video, including VGA, since the SOC is designed for mobile phone use where this would not be a requirement. Additional components would be needed to generate RGB signals. Additional components would push the price beyond the $25 target and therefore won't happen.

RGB digital

A HDMI/DIV to parallel 3.3v interface PCB, also meant for the Beagleboard:

The schematics for apples iPhone 3gs and 4g suggest they speak DSI, thus they can probably be connected directly. The older iPhones use a "Mobile Pixel Link" connection from National Semiconductor. The 3GS panel (480×320) goes as low as US $14.88, while the 4G one (960×640, possibly the LG LH350WS1-SD01, with specifications) can be had for US $17.99 or as low as US $14.28. The connectors used might be an issue, but this connector might fit. Additional circuitry might be necessary to provide the display with required 1.8V and 5.7V for operation, and an even higher voltage for the backlight.

The Raspberry Pi provides one clock lane and two data lanes on the S2 connector, as can be read from the schematics. It is currently unknown whether this is enough to drive the iPhone 4G screen, as that screen seems be driven with three data lanes in its original application.